從日期列中獲取最后 N 個周期，而不考慮周期（年、月、日、小時等）

Question

我有不同的數據表。 在某些表格中，數據每季度加載一次，而在其他表格中則每月/每天加載一次，等等。

每個表都有 ReportedDate 列。 我喜歡做的是能夠只過濾最后 N 個時期。 例如，如果是幾天，則為最后 3 天。 問題是我不能使用GETDATE() - 3例如，因為數據是在工作日而不是假期和周末加載的。

我曾嘗試使用ROW_NUMBER() PARTITION BY ReportedDate 但它的工作速度非常慢。 我會很感激建議。 表格示例：

+-----------+-----------------------------+
| Indicator |        ReportedDate         |
+-----------+-----------------------------+
|    0.2917 | 2020-08-12 00:00:00.0000000 |
|  0.261919 | 2020-08-13 00:00:00.0000000 |
|  0.259211 | 2020-08-14 00:00:00.0000000 |
|  0.201075 | 2020-08-17 00:00:00.0000000 |
|  0.250153 | 2020-08-18 00:00:00.0000000 |
|  0.333093 | 2020-08-19 00:00:00.0000000 |
|  0.976495 | 2020-08-20 00:00:00.0000000 |
|  0.759739 | 2020-08-21 00:00:00.0000000 |
|   1.17279 | 2020-08-24 00:00:00.0000000 |
|  0.285365 | 2020-08-25 00:00:00.0000000 |
+-----------+-----------------------------+

SELECT *
FROM (SELECT Indicator, ReportedDate, ROW_NUMBER() OVER(PARTITION BY ReportedDate ORDER BY ReportedDate desc) as periods 
FROM indicatorTable) a
where periods <= 2

另一個例子 - 股票價格表：

+--------+--------+-------------------------+
| Ticker | Price  |          Date           |
+--------+--------+-------------------------+
| AAPL   | 116.03 | 2020-11-25 00:00:00.000 |
| AAPL   | 115.17 | 2020-11-24 00:00:00.000 |
| AAPL   | 113.85 | 2020-11-23 00:00:00.000 |
| AAPL   | 117.34 | 2020-11-20 00:00:00.000 |
| AAPL   | 118.64 | 2020-11-19 00:00:00.000 |
| AAPL   | 118.03 | 2020-11-18 00:00:00.000 |
| AAPL   | 119.39 | 2020-11-17 00:00:00.000 |
| AAPL   |  120.3 | 2020-11-16 00:00:00.000 |
| AAPL   | 119.26 | 2020-11-13 00:00:00.000 |
| AAPL   | 119.21 | 2020-11-12 00:00:00.000 |
| IBM    |  124.2 | 2020-11-25 00:00:00.000 |
| IBM    | 124.42 | 2020-11-24 00:00:00.000 |
| IBM    | 120.09 | 2020-11-23 00:00:00.000 |
| IBM    | 116.94 | 2020-11-20 00:00:00.000 |
| IBM    | 117.18 | 2020-11-19 00:00:00.000 |
| IBM    | 116.77 | 2020-11-18 00:00:00.000 |
| IBM    |  117.7 | 2020-11-17 00:00:00.000 |
| IBM    | 118.36 | 2020-11-16 00:00:00.000 |
| IBM    | 116.85 | 2020-11-13 00:00:00.000 |
| IBM    |  114.5 | 2020-11-12 00:00:00.000 |
| MSFT   | 213.87 | 2020-11-25 00:00:00.000 |
| MSFT   | 213.86 | 2020-11-24 00:00:00.000 |
| MSFT   | 210.11 | 2020-11-23 00:00:00.000 |
| MSFT   | 210.39 | 2020-11-20 00:00:00.000 |
| MSFT   | 212.42 | 2020-11-19 00:00:00.000 |
| MSFT   | 211.08 | 2020-11-18 00:00:00.000 |
| MSFT   | 214.46 | 2020-11-17 00:00:00.000 |
| MSFT   | 217.23 | 2020-11-16 00:00:00.000 |
| MSFT   | 216.51 | 2020-11-13 00:00:00.000 |
| MSFT   | 215.44 | 2020-11-12 00:00:00.000 |
+--------+--------+-------------------------+

我想要的是獲取最后兩個時期的結果，在這種情況下：

+--------+--------+-------------------------+
| Ticker | Price  |          Date           |
+--------+--------+-------------------------+
| AAPL   | 116.03 | 2020-11-25 00:00:00.000 |
| AAPL   | 115.17 | 2020-11-24 00:00:00.000 |
| IBM    |  124.2 | 2020-11-25 00:00:00.000 |
| IBM    | 124.42 | 2020-11-24 00:00:00.000 |
| MSFT   | 213.87 | 2020-11-25 00:00:00.000 |
| MSFT   | 213.86 | 2020-11-24 00:00:00.000 |
+--------+--------+-------------------------+

Answer 1

使用dense_rank 代替row_number

SELECT *
FROM (SELECT Indicator, ReportedDate, dense_rank() OVER(PARTITION BY (select 1) ORDER BY ReportedDate desc) as periods 
FROM @t) a
where periods <= 2

Answer 2

如果：

declare
    @t table (Indicator decimal(37,12), ReportedDate datetime)
insert into @t
select 0.2917 , cast('2020-08-12 00:00:00' as datetime)
union
select 0.261919 , cast('2020-08-13 00:00:00' as datetime)
union
select 0.259211 , cast('2020-08-14 00:00:00' as datetime)
union
select 0.201075 , cast('2020-08-17 00:00:00' as datetime)
union
select 0.250153 , cast('2020-08-18 00:00:00' as datetime)
union
select 0.333093 , cast('2020-08-19 00:00:00' as datetime)
union
select 0.976495 , cast('2020-08-20 00:00:00' as datetime)
union
select 0.759739 , cast('2020-08-21 00:00:00' as datetime)
union
select 1.17279 , cast('2020-08-24 00:00:00' as datetime)
union
select 0.285365, cast('2020-08-25 00:00:00' as datetime)


select top 3 * from @t
order by 2 desc